+2,080.1%
LLY vs EPAM
+157.4%
+1,922.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +6.7% | +2.4% | +4.3% | +6.5% |
| 30D | +19.6% | +42.3% | -22.8% | +14.8% |
| 3M | +19.7% | +60.7% | -40.9% | +13.3% |
| 6M | +42.7% | +80.5% | -37.8% | +32.5% |
| YTD | +35.1% | -20.4% | +55.5% | +36.7% |
| 1Y | +42.2% | -9.6% | +51.8% | +41.8% |
| 3Y | +140.8% | -30.5% | +171.3% | +142.1% |
| 5Y | +480.6% | -75.7% | +556.3% | +559.5% |
| All | +2,080.1% | +157.4% | +1,922.7% | +1,557.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling